Informed Traders as Liquidity Providers

Informed Traders as Liquidity Providers
Author :
Publisher : Springer Science & Business Media
Total Pages : 188
Release :
ISBN-10 : 9783835095779
ISBN-13 : 3835095773
Rating : 4/5 (773 Downloads)

Book Synopsis Informed Traders as Liquidity Providers by : Alexandra Hachmeister

Download or read book Informed Traders as Liquidity Providers written by Alexandra Hachmeister and published by Springer Science & Business Media. This book was released on 2007-11-03 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexandra Hachmeister’s thesis empirically analyzes and positively answers the question whether informed traders provide liquidity in an open limit order book. The analyses include a detailed market description of the German equity market, a new methodological approach for the identification of informed traders as well as the analysis of the individual liquidity providing and demanding behavior of the identified informed traders.


Informed Traders as Liquidity Providers Related Books

Informed Traders as Liquidity Providers
Language: en
Pages: 188
Authors: Alexandra Hachmeister
Categories: Business & Economics
Type: BOOK - Published: 2007-11-03 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Alexandra Hachmeister’s thesis empirically analyzes and positively answers the question whether informed traders provide liquidity in an open limit order book
The New Stock Market
Language: en
Pages: 612
Authors: Merritt B. Fox
Categories: Business & Economics
Type: BOOK - Published: 2019-01-08 - Publisher: Columbia University Press

DOWNLOAD EBOOK

The U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic
Trading and Electronic Markets: What Investment Professionals Need to Know
Language: en
Pages: 94
Authors: Larry Harris
Categories: Business & Economics
Type: BOOK - Published: 2015-10-19 - Publisher: CFA Institute Research Foundation

DOWNLOAD EBOOK

The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must t
Market Liquidity
Language: en
Pages: 531
Authors: Thierry Foucault
Categories: Capital market
Type: BOOK - Published: 2023 - Publisher: Oxford University Press

DOWNLOAD EBOOK

"The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical
Trades, Quotes and Prices
Language: en
Pages: 464
Authors: Jean-Philippe Bouchaud
Categories: Science
Type: BOOK - Published: 2018-03-22 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but als